A topological based feature extraction method for the stock market
We proposed a topology-based method for pre-processed time series data extracted from stock market data. The topology features are extracted from data after denoising and normalization by using a version of weighted Vietoris-Rips complex. We compare the features from bullish, bearish and normal peri...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2023-07-01
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| Series: | Data Science in Finance and Economics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/DSFE.2023013?viewType=HTML |